Time series distance metric

Question

In order to clusterize a set of time series I\'m looking for a smart distance metric. I\'ve tried some well known metric but no one fits to my case.

ex: Let\'s assume t

Answer 1

Another approach would be by utilizing DTW which is an algorithm to compute the similarity between two temporal sequences. Full disclosure; I coded a Python package for this purpose called trendypy, you can download via pip (pip install trendypy). Here is a demo on how to utilize the package. You're just just basically computing the total min distance for different combinations to set the cluster centers.